Nano- and microscale CeO2–ZrO2 (CZ) shape memory ceramics are promising materials for smart micro-electro-mechanical systems (MEMS), sensing, actuation and energy damping applications, but the processing science for scalable production of such small volume ceramics has not yet been established. Herein, we report a modified sol-gel method to synthesize highly monodisperse spherical CZ particles with diameters in the range of ~0.8-3.0 μm. Synchrotron X-ray micro-diffraction (μSXRD) confirmed that most of the particles are single crystal after annealing at 1450°C. Having a monocrystalline structure and a small specimen length scale, the particles exhibit significantly enhanced shape memory and superelasticity properties with up to ~4.7% compression being completely recoverable. Highly reproducible superelasticity through over five hundred strain cycles, with dissipated energy up to ~40 MJ/m3 per cycle, is achieved in the CZ particles containing 16 mol% ceria. This cycling capability is enhanced by ten times compared with our first demonstration using micropillars (only 50 cycles in Lai et al, Science, 2013, 341, 1505). Furthermore, the effects of cycling and testing temperature (in 25°C-400°C) on superelasticity have been investigated.